Essays in asset pricing
author: Piotr Orłowski
| Year of publication: |
July 10, 2017
|
|---|---|
| Authors: | Orlowski, Piotr |
| Publisher: |
[Lugano] |
| Subject: | Variance risk premium | VIX | Jump risk | Risk premium | Moment generating function | Cumulant generating function | Pricing kernel | State space model | Affine jump diffusion | Risikoprämie | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | CAPM | Stochastischer Prozess | Stochastic process | Varianzanalyse | Analysis of variance | Zustandsraummodell |
freely available
| Extent: | 1 Online-Ressource (circa 149 Seiten) Illustrationen |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature ; Sammelwerk ; Collection of articles of several authors |
| Language: | English |
| Thesis: | Dissertation, Università della Svizzera Italiana, 2017 |
| Notes: | Enthält 3 Beiträge Zusammenfassung in englischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011931494